Expansions for posterior distributions
Author:
Affiliation:
1. Callaghan Innovation, Lower Hutt, New Zealand
2. Howard University, Washington DC 20059, USA
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability
Reference26 articles.
1. Dasgupta, S., Khare, K. and Ghosh, M. (2014). Asymptotic expansion of the posterior density in high dimensional generalized linear models. Journal of Multivariate Analysis 131, 126–148.
2. Johnson, R. A. (1970). Asymptotic expansions associated with posterior distributions. The Annals of Mathematical Statistics 41, 851–864.
3. Kolassa, J. E. and Kuffner, T. A. (2020). On the validity of the formal Edgeworth expansion for posterior densities. The Annals of Statistics 48, 1940–1958.
4. Kotz, S., Balakrishnan, N. and Johnson, N. L. (2000). Continuous Multivariate Distributions, 1. New York: Wiley.
5. Kotz, S. and Nadarajah, S. (2004). Multivariate t Distributions and Their Applications. Cambridge: Cambridge University Press.
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